+664.1%
MTSI vs LCID
-96.4%
+760.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -2.7% | +13.0% | +10.7% |
| 7D | +7.2% | +8.9% | -1.7% | +6.1% |
| 30D | -18.4% | +6.8% | -25.3% | -19.4% |
| 3M | -16.7% | -45.2% | +28.5% | -9.9% |
| 6M | -31.7% | -39.1% | +7.4% | -29.0% |
| YTD | +45.9% | -65.3% | +111.2% | +62.4% |
| 1Y | +47.0% | -78.4% | +125.4% | +75.0% |
| 3Y | +224.1% | -90.3% | +314.4% | +302.1% |
| 5Y | +238.5% | -99.2% | +337.7% | +448.8% |
| All | +664.1% | -96.4% | +760.5% | +880.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LCID wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling